VOLLAND REFINED SEGMENTS (Eastern time) Wednesday, November 12, 2025 9:00 Opening Session and Market Preview https://t.co/CuyrAEx8Qf 10:00 Selecting Expirations for Trade Planning feat. Oliver Sparing, TradeNeon Academy https://t.co/p1YKetT7gW 11:00 Analysis of the Market

Coming this Wednesday, November 12: Volland Refined: Dealer Positioning Features Unveiled The most trusted options dealer positioning dashboard service is becoming even better. Join us on Wednesday, November 12 for VOLLAND REFINED, as we showcase the brand new features

According to #Volland's proprietary data indicators: Notional $UNG aggregate option dealer sensitivity to underlying price movement is $5,376,695 for every 1 point change. This is 2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $AMD aggregate option dealer sensitivity to implied volatility movement is $-183,066,018 for every 1 point change. This is -2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $CAN dealer hedging through volatility changes has decreased by $-19,597.

According to #Volland's proprietary data indicators: Notional $SMCI aggregate option dealer sensitivity to underlying price movement is $-58,772,983 for every 1 point change. This is -3 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $LQD aggregate option dealer sensitivity to implied volatility movement is $105,304,908 for every 1 point change. This is 5 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $CCL aggregate option dealer sensitivity to implied volatility movement is $2,784,506 for every 1 point change. This is 2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $CAN dealer hedging through volatility changes has decreased by $-23,791.

According to #Volland's proprietary data indicators: Notional $CAN dealer hedging through volatility changes has decreased by $-23,693.

According to #Volland's proprietary data indicators: Notional $NVDA aggregate option dealer sensitivity to implied volatility movement is $1,420,697,545 for every 1 point change. This is 2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $AMAT aggregate option dealer sensitivity to implied volatility movement is $-30,131,935 for every 1 point change. This is -2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $GIS aggregate option dealer sensitivity to implied volatility movement is $1,515,688 for every 1 point change. This is 2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $BABA aggregate option dealer sensitivity to underlying price movement is $42,539,611 for every 1 point change. This is 2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $GME aggregate option dealer sensitivity to underlying price movement is $29,369,340 for every 1 point change. This is 2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $RIOT aggregate option dealer sensitivity to underlying price movement is $16,918,266 for every 1 point change. This is 2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $ACN aggregate option dealer sensitivity to underlying price movement is $-2,883,049 for every 1 point change. This is -2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $UNH aggregate option dealer sensitivity to underlying price movement is $-19,919,308 for every 1 point change. This is -2 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $USO aggregate option dealer sensitivity to underlying price movement is $95,666,675 for every 1 point change. This is 9 standard deviations from the 6 month trend.

According to #Volland's proprietary data indicators: Notional $HYG aggregate option dealer sensitivity to underlying price movement is $-1,111,849,627 for every 1 point change. This is -2 standard deviations from the 6 month trend.